Markets / Straddle Chart / Expected move

Nifty expected move this week

Updated 10:18

How far the options market expects Nifty to move by this week's expiry, from the at-the-money straddle. Updated live during market hours and rolled over after each expiry.

Nifty live straddle chart › · How the expected move works ›

By Tue 17 Nov expiry

Live · 12 Nov, 10:18

±407 points (±1.61%)

25,337 now 24,93125,744

ATM straddle₹406.80strike 25,350 call + put

Expected range24,931 – 25,744if Nifty ends outside, option buyers win

Held in the past63%of similar periods over 5 years Nifty stayed inside

Per day±0.72%the same move spread over 5 days

Past weeks: expected vs actual

4 Nov → expiry Mon 9 NovMoved more than priced in

Priced in±1.60% Actual+5.28%

Expiry	Priced in	Actual	Result
9 Nov 2026	±1.60%	+5.28%	Outside, above

From the straddle at the first reading after the previous expiry to Nifty's close on expiry day. Each expiry adds a row.

Other indices

Index	Expiry	Expected move	Range
Sensex	Thu 12 Nov	±473 (±0.58%)	81,710 – 82,655
Bank Nifty	Mon 23 Nov	±1,591 (±2.59%)	59,734 – 62,916

From the at-the-money straddle of the nearest expiry (live in market hours, else the last close). Past expiries from our recorded charts (from 3 Nov 2026). Information only, not investment advice.

What is Nifty's expected move this week?

±407 points (±1.61%) by the Tue 17 Nov expiry, a range of 24,931 to 25,744, from the at-the-money straddle.

How is the expected move worked out?

It is the price of the at-the-money straddle (call + put at the strike nearest Nifty). Option sellers profit if Nifty ends inside the range; buyers if it ends outside.

How often does Nifty stay inside the expected move?

About 63% of the time over the last 5 years.